Abstract
This paper presents an algorithm based on barrier functions for solving semi-infinite minimax problems which arise in an engineering design setting. The algorithm bears a resemblance to some of the current interior penalty function methods used to solve constrained minimization problems. Global convergence is proven, and numerical results are reported which show that the algorithm is exceptionally robust, and that its performance is comparable, while its structure is simpler than that of current first-order minimax algorithms.
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This research was supported by the National Science Foundation grant ECS-8517362, the Air Force Office Scientific Research grant 86-0116, the California State MICRO program, and the United Kingdom Science and Engineering Research Council.
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Polak, E., Higgins, J.E. & Mayne, D.Q. A barrier function method for minimax problems. Mathematical Programming 54, 155–176 (1992). https://doi.org/10.1007/BF01586049
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DOI: https://doi.org/10.1007/BF01586049